OOS Stuff 1 from DB
Today’s Change (Apr 20, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, it backs the five best recent performers among several rule sets. Those rules either ride strong tech/Nasdaq trends, hide in cash/bonds, or bet on fear (UVXY) and shorts when markets look overheated using simple “too hot/too cold” signals.
Each day it ranks 7 rule sets by their last 10‑day results and splits money equally into the best 5. The rules switch between: risky 3× tech/Nasdaq funds (TQQQ, TECL, UPRO), safe cash/bonds (BIL, SHY, BSV), and “fear” (UVXY) or short funds (SQQQ/PSQ). Signals are simple alarms: RSI = a “too hot/too cold” gauge (high = overheating; low = washed‑out), price vs its average, and recent % moves. One module also buys the 2 strongest big‑tech stocks by ~1‑month gains. When heat is extreme it often flips to UVXY or shorts; otherwise it rides strength or parks in cash.
Out-of-sample, this meta-strategy blends 7 mini-systems to chase tech leadership with hedges. Calmar ~2.0 and ~31.7% annualized return offer strong risk-adjusted diversification versus the S&P 500, though drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.46 | 1.11 | 0.46 | 0.68 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 184.08% | 14.45% | 9.27% | 4.88% | 0.79 | |
| 9,020.99% | 79.24% | 26.18% | 8.29% | 1.99 |
Initial Investment
$10,000.00
Final Value
$912,098.84Regulatory Fees
$3,347.20
Total Slippage
$22,002.66
Invest in this strategy
OOS Start Date
May 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, trend following, leveraged etfs, volatility timing, daily rebalance, tech-heavy
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GOOG
Alphabet Inc. Class C Capital Stock
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks